Infinite horizon backward stochastic difference equations and related stochastic recursive control problems (Q6622711)
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scientific article; zbMATH DE number 7930237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon backward stochastic difference equations and related stochastic recursive control problems |
scientific article; zbMATH DE number 7930237 |
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Infinite horizon backward stochastic difference equations and related stochastic recursive control problems (English)
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22 October 2024
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backward stochastic difference equation
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infinite horizon
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stochastic recursive control
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stochastic maximum principle
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optimal consumption problem
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